-39.2%
NKE vs FE
+4.7%
-43.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -4.6% | -0.3% | -4.3% | -4.6% |
| 30D | +6.9% | +3.9% | +3.0% | +7.2% |
| 3M | -5.8% | -0.1% | -5.7% | -6.1% |
| 6M | -9.1% | +6.1% | -15.2% | -8.1% |
| YTD | -39.2% | +8.1% | -47.2% | -36.6% |
| 1Y | -39.2% | +4.4% | -43.7% | -38.6% |
| All | -39.2% | +4.7% | -43.9% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling